Howdy Marcus, When I go shooting I will shoot into a target with a large backstop, like a large hillside or gully bank. So the lead should be concentrated in the area behind the target. I wouldn't think the lead part of the bullet would be all over your land.
The bullet casings you are finding are usually brass and can be collected and reloaded if they are still in good shape. If they have been laying around for a long time they may be corroded and not reusable. So if you know of someone in your area who reloads ammo you might ask them if they would want them.
How big are the shells you are finding? If they are small 22 caliber size they may not be worth collecting unless you want to use them for a foundry project of some sort.
More info on ammo casings here..
http://ammo.net/casing-type/brass